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Abstract In this paper, we propose the balanced Euler method of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients. The moment boundedness and strong convergence are… Click to show full abstract
Abstract In this paper, we propose the balanced Euler method of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients. The moment boundedness and strong convergence are shown. Moreover, the theoretical results are illustrated by some numerical examples.
Keywords:
stochastic volterra;
balanced euler;
method class;
class stochastic;
euler method;
volterra integro
Journal Title: Applied Numerical Mathematics
Year Published: 2020
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Journal Title: Applied Numerical Mathematics
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!